4.7 Article

Exploring the dynamic relationship between Bitcoin and commodities: New insights through STECM model

Related references

Note: Only part of the references are listed.
Article Environmental Studies

Bitcoin and gold price returns: A quantile regression and NARDL analysis

Francisco Jareno et al.

RESOURCES POLICY (2020)

Article Physics, Multidisciplinary

Is Bitcoin a bubble?

Pedro Chaim et al.

PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS (2019)

Article Business, Finance

Lead-Lag relationship between Bitcoin and Ethereum: Evidence from hourly and daily data

Imtiaz Mohammad Sifat et al.

RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE (2019)

Article Business, Finance

Hedging bitcoin with other financial assets

Debdatta Pal et al.

FINANCE RESEARCH LETTERS (2019)

Article Business, Finance

Is Bitcoin a better safe-haven investment than gold and commodities?

Syed Jawad Hussain Shahzad et al.

INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS (2019)

Article Business, Finance

What can explain the price, volatility and trading volume of Bitcoin?

Halvor Aarhus Aalborg et al.

FINANCE RESEARCH LETTERS (2019)

Article Business, Finance

High-frequency asymmetric volatility connectedness between Bitcoin and major precious metals markets

Walid Mensi et al.

NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE (2019)

Article Business, Finance

Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin?

Libing Fang et al.

INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS (2019)

Article Business, Finance

The economic value of Bitcoin: A portfolio analysis of currencies, gold, oil and stocks

Efthymia Symitsi et al.

RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE (2019)

Article Business, Finance

Bitcoin: Medium of exchange or speculative assets?

Dirk G. Baur et al.

JOURNAL OF INTERNATIONAL FINANCIAL MARKETS INSTITUTIONS & MONEY (2018)

Article Business, Finance

Bayesian change point analysis of Bitcoin returns

Sven Thies et al.

FINANCE RESEARCH LETTERS (2018)

Article Business, Finance

Price manipulation in the Bitcoin ecosystem

Neil Gandal et al.

JOURNAL OF MONETARY ECONOMICS (2018)

Article Economics

Bitcoin and global financial stress: A copula-based approach to dependence and causality in the quantiles

Elie Bouri et al.

QUARTERLY REVIEW OF ECONOMICS AND FINANCE (2018)

Article Economics

Network causality structures among Bitcoin and other financial assets: A directed acyclic graph approach

Qiang Ji et al.

QUARTERLY REVIEW OF ECONOMICS AND FINANCE (2018)

Article Economics

Volatility estimation for Bitcoin: A comparison of GARCH models

Paraskevi Katsiampa

ECONOMICS LETTERS (2017)

Article Business

Price Fluctuations and the Use of Bitcoin: An Empirical Inquiry

Michal Polasik et al.

INTERNATIONAL JOURNAL OF ELECTRONIC COMMERCE (2016)

Article Computer Science, Information Systems

Bitcoin and Beyond: A Technical Survey on Decentralized Digital Currencies

Florian Tschorsch et al.

IEEE COMMUNICATIONS SURVEYS AND TUTORIALS (2016)

Article Economics

The economics of BitCoin price formation

Pavel Ciaian et al.

APPLIED ECONOMICS (2016)

Article Economics

High-low range in GARCH models of stock return volatility

Peter Molnar

APPLIED ECONOMICS (2016)

Article Economics

Characteristics of Bitcoin users: an analysis of Google search data

Aaron Yelowitz et al.

APPLIED ECONOMICS LETTERS (2015)

Article Computer Science, Information Systems

Structure and Anonymity of the Bitcoin Transaction Graph

Micha Ober et al.

FUTURE INTERNET (2013)

Article Economics

MODELING NONLINEAR AND HETEROGENEOUS DYNAMIC LINKS IN INTERNATIONAL MONETARY MARKETS

Mohamed El Hedi Arouri et al.

MACROECONOMIC DYNAMICS (2012)